A Strange Square On The Middle Of My Monitor

i using Kazaa and i had noticed that there is a small square on my monitor on the center and if you right click on it nothing happens but just outside it it shows the monitor window as usual.
what is this? is this a spy ware or something?
how can i delete it?

i don't exactly know if it is kazaa which is causing it but it showed again. before i did restore my pc to a date that the small square is not showing but now it's back again. i am using a kazaa 2.0.2.
thanks.